+229.3%
OMC vs ET
+1,447.8%
-1,218.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.7% |
| 7D | -4.2% | +0.6% | -4.9% | -4.4% |
| 30D | -7.5% | +5.3% | -12.8% | -8.7% |
| 3M | +4.6% | +15.6% | -11.0% | +1.0% |
| 6M | -4.8% | +20.6% | -25.5% | -9.1% |
| YTD | -1.0% | +38.5% | -39.6% | -8.6% |
| 1Y | +3.8% | +35.7% | -31.9% | -3.7% |
| 3Y | +10.2% | +98.4% | -88.1% | -7.0% |
| 5Y | +29.7% | +245.3% | -215.6% | -4.3% |
| 10Y | +32.3% | +173.7% | -141.4% | -4.8% |
| All | +229.3% | +1,447.8% | -1,218.6% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling